Ievlev, Pavel Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance. (English) Zbl 07904963 Stoch. Models 40, No. 3, 518-535 (2024). MSC: 60G15 60G22 60G70 PDFBibTeX XMLCite \textit{P. Ievlev}, Stoch. Models 40, No. 3, 518--535 (2024; Zbl 07904963) Full Text: DOI arXiv OA License
Gallo, Sandro; Haydn, Nicolai; Vaienti, Sandro Number of visits in arbitrary sets for \(\phi\)-mixing dynamics. (English. French summary) Zbl 07904830 Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 1150-1187 (2024). MSC: 37B20 37D35 37A25 37A50 60G70 PDFBibTeX XMLCite \textit{S. Gallo} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 1150--1187 (2024; Zbl 07904830) Full Text: DOI arXiv Link
Heiny, Johannes; Parolya, Nestor Log determinant of large correlation matrices under infinite fourth moment. (English. French summary) Zbl 07904825 Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 1048-1076 (2024). MSC: 60B20 60F05 60G10 60G57 60G70 PDFBibTeX XMLCite \textit{J. Heiny} and \textit{N. Parolya}, Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 1048--1076 (2024; Zbl 07904825) Full Text: DOI arXiv Link
Bücher, Axel; Staud, Torben Limit theorems for non-degenerate U-statistics of block maxima for time series. (English) Zbl 07904145 Electron. J. Stat. 18, No. 2, 2850-2885 (2024). MSC: 62G32 62E20 60G70 PDFBibTeX XMLCite \textit{A. Bücher} and \textit{T. Staud}, Electron. J. Stat. 18, No. 2, 2850--2885 (2024; Zbl 07904145) Full Text: DOI arXiv Link OA License
Li, Gaoyu; Ling, Chengxiu; Tan, Zhongquan The limit theorems on extreme order statistics and partial sums of i.i.d. random variables. (English) Zbl 07903492 Open Math. 22, Article ID 20240047, 15 p. (2024). MSC: 60G70 60G55 PDFBibTeX XMLCite \textit{G. Li} et al., Open Math. 22, Article ID 20240047, 15 p. (2024; Zbl 07903492) Full Text: DOI OA License
Das, Sayan; Drillick, Hindy; Parekh, Shalin KPZ equation limit of sticky Brownian motion. (English) Zbl 07900787 J. Funct. Anal. 287, No. 10, Article ID 110609, 90 p. (2024). MSC: 60K37 82B21 82C22 60G70 PDFBibTeX XMLCite \textit{S. Das} et al., J. Funct. Anal. 287, No. 10, Article ID 110609, 90 p. (2024; Zbl 07900787) Full Text: DOI arXiv
Gomes, Maria Ivette The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements. (English) Zbl 07900722 Commun. Math. 32, No. 3, Paper No. 8, 63 p. (2024). Reviewer: C. Pereira da Silva (Curitiba) MSC: 01A72 60G70 62G30 62G32 PDFBibTeX XMLCite \textit{M. I. Gomes}, Commun. Math. 32, No. 3, Paper No. 8, 63 p. (2024; Zbl 07900722) Full Text: DOI arXiv
Piterbarg, V. I. High excursion probabilities for Gaussian fields on smooth manifolds. (English. Russian original) Zbl 07898582 Theory Probab. Appl. 69, No. 2, 294-312 (2024); translation from Teor. Veroyatn. Primen. 69, No. 1, 369-392 (2024). MSC: 60G15 60G60 60G70 PDFBibTeX XMLCite \textit{V. I. Piterbarg}, Theory Probab. Appl. 69, No. 2, 294--312 (2024; Zbl 07898582); translation from Teor. Veroyatn. Primen. 69, No. 1, 369--392 (2024) Full Text: DOI arXiv
Yang, Lijian Exact quantiles of Gaussian process extremes. (English) Zbl 07898557 Stat. Probab. Lett. 213, Article ID 110173, 6 p. (2024). MSC: 60G15 60G70 62G08 PDFBibTeX XMLCite \textit{L. Yang}, Stat. Probab. Lett. 213, Article ID 110173, 6 p. (2024; Zbl 07898557) Full Text: DOI
Zheng, Shengchao; Tan, Zhongquan On the maxima of non stationary random fields subject to missing observations. (English) Zbl 07897856 Commun. Stat., Theory Methods 53, No. 18, 6339-6361 (2024). MSC: 60G70 60G60 PDFBibTeX XMLCite \textit{S. Zheng} and \textit{Z. Tan}, Commun. Stat., Theory Methods 53, No. 18, 6339--6361 (2024; Zbl 07897856) Full Text: DOI arXiv
Bouzar, Nadjib On the convolution of scaled Sibuya distributions. (English) Zbl 07892648 Sankhyā, Ser. A 86, No. 2, 699-720 (2024). MSC: 60E05 60E07 60G70 62E15 62E10 PDFBibTeX XMLCite \textit{N. Bouzar}, Sankhyā, Ser. A 86, No. 2, 699--720 (2024; Zbl 07892648) Full Text: DOI
Peshkova, I. V. On maxima of stationary delay in the \({M/G/2}\) systems. (English. Russian original) Zbl 07881445 Mosc. Univ. Comput. Math. Cybern. 48, No. 2, 110-118 (2024); translation from Vestn. Mosk. Univ., Ser. XV 2024, No. 2, 49-57 (2024). MSC: 60K25 60G70 62G32 PDFBibTeX XMLCite \textit{I. V. Peshkova}, Mosc. Univ. Comput. Math. Cybern. 48, No. 2, 110--118 (2024; Zbl 07881445); translation from Vestn. Mosk. Univ., Ser. XV 2024, No. 2, 49--57 (2024) Full Text: DOI
Clémençon, Stephan; Huet, Nathan; Sabourin, Anne Regular variation in Hilbert spaces and principal component analysis for functional extremes. (English) Zbl 07879389 Stochastic Processes Appl. 174, Article ID 104375, 22 p. (2024). MSC: 62G32 60G70 62H25 62H12 62R10 PDFBibTeX XMLCite \textit{S. Clémençon} et al., Stochastic Processes Appl. 174, Article ID 104375, 22 p. (2024; Zbl 07879389) Full Text: DOI arXiv
Chenavier, Nicolas; Darwiche, Ahmad; Rousselle, Arnaud Compound Poisson approximation for simple transient random walks in random sceneries. (English) Zbl 07873647 ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 293-306 (2024). MSC: 60G70 60F05 60G50 60G55 PDFBibTeX XMLCite \textit{N. Chenavier} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 293--306 (2024; Zbl 07873647) Full Text: arXiv Link
Palmowski, Zbigniew; Ramsden, Lewis; Papaioannou, Apostolos D. Exit times for a discrete Markov additive process. (English) Zbl 07865964 J. Theor. Probab. 37, No. 2, 1052-1078 (2024). MSC: 60G07 60G50 60G51 60G70 60J05 PDFBibTeX XMLCite \textit{Z. Palmowski} et al., J. Theor. Probab. 37, No. 2, 1052--1078 (2024; Zbl 07865964) Full Text: DOI arXiv
Liu, Jiajun; Shushi, Tomer Asymptotics of the loss-based tail risk measures in the presence of extreme risks. (English) Zbl 1537.91262 Eur. Actuar. J. 14, No. 1, 205-224 (2024). MSC: 91G05 91G70 60G70 41A60 PDFBibTeX XMLCite \textit{J. Liu} and \textit{T. Shushi}, Eur. Actuar. J. 14, No. 1, 205--224 (2024; Zbl 1537.91262) Full Text: DOI
Mai, Jan-Frederik Sharp bounds on the survival function of exchangeable min-stable multivariate exponential sequences. (English) Zbl 07857757 Depend. Model. 12, Article ID 20230110, 12 p. (2024). MSC: 60G09 60G70 60E07 PDFBibTeX XMLCite \textit{J.-F. Mai}, Depend. Model. 12, Article ID 20230110, 12 p. (2024; Zbl 07857757) Full Text: DOI OA License
Janßen, Anja; Segers, Johan Invariance properties of limiting point processes and applications to clusters of extremes. (English) Zbl 07857756 Depend. Model. 12, Article ID 20230109, 12 p. (2024). MSC: 60G10 60G70 PDFBibTeX XMLCite \textit{A. Janßen} and \textit{J. Segers}, Depend. Model. 12, Article ID 20230109, 12 p. (2024; Zbl 07857756) Full Text: DOI arXiv OA License
Berestycki, Julien; Kim, Yujin H.; Lubetzky, Eyal; Mallein, Bastien; Zeitouni, Ofer The extremal point process of branching Brownian motion in \(\mathbb{R}^d \). (English) Zbl 07856570 Ann. Probab. 52, No. 3, 955-982 (2024). MSC: 60J80 60G70 60J60 60G15 PDFBibTeX XMLCite \textit{J. Berestycki} et al., Ann. Probab. 52, No. 3, 955--982 (2024; Zbl 07856570) Full Text: DOI arXiv Link
Asenova, Stefka; Segers, Johan Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments. (English) Zbl 07855954 Adv. Appl. Probab. 56, No. 2, 621-665 (2024). MSC: 05C20 60G70 62H22 05C90 PDFBibTeX XMLCite \textit{S. Asenova} and \textit{J. Segers}, Adv. Appl. Probab. 56, No. 2, 621--665 (2024; Zbl 07855954) Full Text: DOI arXiv
Cheng, Dan The expected Euler characteristic approximation to excursion probabilities of smooth Gaussian random fields with general variance functions. (English) Zbl 07854749 Electron. J. Probab. 29, Paper No. 74, 26 p. (2024). MSC: 60G15 60G60 60G70 PDFBibTeX XMLCite \textit{D. Cheng}, Electron. J. Probab. 29, Paper No. 74, 26 p. (2024; Zbl 07854749) Full Text: DOI arXiv
Holland, Mark; Kirsebom, Maxim; Kunde, Philipp; Persson, Tomas Dichotomy results for eventually always hitting time statistics and almost sure growth of extremes. (English) Zbl 07853747 Trans. Am. Math. Soc. 377, No. 6, 3927-3982 (2024). MSC: 37A50 37E05 37A05 60G70 PDFBibTeX XMLCite \textit{M. Holland} et al., Trans. Am. Math. Soc. 377, No. 6, 3927--3982 (2024; Zbl 07853747) Full Text: DOI arXiv
Tan, Xiao-feng; Li, Li-hui Higher-order expansions of powered extremes of logarithmic general error distribution. (English) Zbl 07852113 Appl. Math., Ser. B (Engl. Ed.) 39, No. 1, 47-54 (2024). MSC: 60G70 62E20 PDFBibTeX XMLCite \textit{X.-f. Tan} and \textit{L.-h. Li}, Appl. Math., Ser. B (Engl. Ed.) 39, No. 1, 47--54 (2024; Zbl 07852113) Full Text: DOI
Mladenović, Pavle Extreme values in random sequences. (English) Zbl 1537.60004 Springer Series in Operations Research and Financial Engineering. Cham: Springer (ISBN 978-3-031-57411-5/hbk; 978-3-031-57414-6/pbk; 978-3-031-57412-2/ebook). xii, 278 p. (2024). MSC: 60-02 60G70 PDFBibTeX XMLCite \textit{P. Mladenović}, Extreme values in random sequences. Cham: Springer (2024; Zbl 1537.60004) Full Text: DOI
Nevzorov, Valery B.; Stepanov, Alexei On uppermost discrete spacing. (English) Zbl 07850505 Stat. Probab. Lett. 208, Article ID 110061, 6 p. (2024). MSC: 62G30 60G70 PDFBibTeX XMLCite \textit{V. B. Nevzorov} and \textit{A. Stepanov}, Stat. Probab. Lett. 208, Article ID 110061, 6 p. (2024; Zbl 07850505) Full Text: DOI
Bayramoglu, Ismihan; Stepanov, Alexei Asymptotic properties of \(m\)th spacings based on records. (English) Zbl 1537.60062 Stat. Probab. Lett. 208, Article ID 110052, 10 p. (2024). MSC: 60G70 62G30 PDFBibTeX XMLCite \textit{I. Bayramoglu} and \textit{A. Stepanov}, Stat. Probab. Lett. 208, Article ID 110052, 10 p. (2024; Zbl 1537.60062) Full Text: DOI
Glavaš, Lenka; Mladenović, Pavle Extremes in incomplete samples from moving averages of random variables from the domain of attraction of the Gumbel distribution. (English) Zbl 1537.60063 Stat. Probab. Lett. 207, Article ID 110012, 6 p. (2024). MSC: 60G70 60G10 PDFBibTeX XMLCite \textit{L. Glavaš} and \textit{P. Mladenović}, Stat. Probab. Lett. 207, Article ID 110012, 6 p. (2024; Zbl 1537.60063) Full Text: DOI
Passeggeri, Riccardo; Wintenberger, Olivier Extremes for stationary regularly varying random fields over arbitrary index sets. (English) Zbl 07846580 Extremes 27, No. 2, 247-314 (2024). Reviewer: Eugen Paltanea (Braşov) MSC: 60G70 60G60 62G32 PDFBibTeX XMLCite \textit{R. Passeggeri} and \textit{O. Wintenberger}, Extremes 27, No. 2, 247--314 (2024; Zbl 07846580) Full Text: DOI arXiv OA License
Ievlev, Pavel Extremes of locally-homogenous vector-valued Gaussian processes. (English) Zbl 07846579 Extremes 27, No. 2, 219-245 (2024). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{P. Ievlev}, Extremes 27, No. 2, 219--245 (2024; Zbl 07846579) Full Text: DOI OA License
Heiny, Johannes; Kleemann, Carolin Point process convergence for symmetric functions of high-dimensional random vectors. (English) Zbl 07846578 Extremes 27, No. 2, 185-217 (2024). MSC: 60G55 60G70 60B12 PDFBibTeX XMLCite \textit{J. Heiny} and \textit{C. Kleemann}, Extremes 27, No. 2, 185--217 (2024; Zbl 07846578) Full Text: DOI arXiv OA License
Das, Bikramjit; Fasen-Hartmann, Vicky On heavy-tailed risks under Gaussian copula: the effects of marginal transformation. (English) Zbl 07846378 J. Multivariate Anal. 202, Article ID 105310, 18 p. (2024). MSC: 62Hxx 60G70 62H05 91G70 62G32 PDFBibTeX XMLCite \textit{B. Das} and \textit{V. Fasen-Hartmann}, J. Multivariate Anal. 202, Article ID 105310, 18 p. (2024; Zbl 07846378) Full Text: DOI arXiv
Di Bernardino, Elena; Laloë, Thomas; Pakzad, Cambyse Estimation of extreme multivariate expectiles with functional covariates. (English) Zbl 07846366 J. Multivariate Anal. 202, Article ID 105292, 22 p. (2024). MSC: 62Hxx 60G70 62H12 90C53 91G70 PDFBibTeX XMLCite \textit{E. Di Bernardino} et al., J. Multivariate Anal. 202, Article ID 105292, 22 p. (2024; Zbl 07846366) Full Text: DOI arXiv
Ottolini, Andrea; Tripathi, Raghavendra Central limit theorem in complete feedback games. (English) Zbl 1537.60029 J. Appl. Probab. 61, No. 2, 654-666 (2024). MSC: 60F05 60G70 91A60 PDFBibTeX XMLCite \textit{A. Ottolini} and \textit{R. Tripathi}, J. Appl. Probab. 61, No. 2, 654--666 (2024; Zbl 1537.60029) Full Text: DOI arXiv
Ren, Yan-Xia; Song, Renming; Zhang, Rui Weak convergence of the extremes of branching Lévy processes with regularly varying tails. (English) Zbl 07845408 J. Appl. Probab. 61, No. 2, 622-643 (2024). Reviewer: Bastien Mallein (Toulouse) MSC: 60J80 60F05 60G57 60G70 60G51 PDFBibTeX XMLCite \textit{Y.-X. Ren} et al., J. Appl. Probab. 61, No. 2, 622--643 (2024; Zbl 07845408) Full Text: DOI arXiv
Padoan, Simone A.; Rizzelli, Stefano Strong convergence of peaks over a threshold. (English) Zbl 07845403 J. Appl. Probab. 61, No. 2, 529-539 (2024). MSC: 60G70 60F15 60B10 PDFBibTeX XMLCite \textit{S. A. Padoan} and \textit{S. Rizzelli}, J. Appl. Probab. 61, No. 2, 529--539 (2024; Zbl 07845403) Full Text: DOI arXiv
Rousselle, Arnaud; Sönmez, Ercan The longest edge of the one-dimensional soft random geometric graph with boundaries. (English) Zbl 1536.05417 Stoch. Models 40, No. 2, 399-416 (2024). MSC: 05C80 05C35 05C10 60G70 60F05 05C82 82B21 60K35 PDFBibTeX XMLCite \textit{A. Rousselle} and \textit{E. Sönmez}, Stoch. Models 40, No. 2, 399--416 (2024; Zbl 1536.05417) Full Text: DOI arXiv
Carney, Meagan; Holland, Mark; Nicol, Matthew; Tran, Phuong Runs of extremes of observables on dynamical systems and applications. (English) Zbl 07842145 Physica D 460, Article ID 134093, 18 p. (2024). MSC: 37M10 37N10 86A08 60G70 PDFBibTeX XMLCite \textit{M. Carney} et al., Physica D 460, Article ID 134093, 18 p. (2024; Zbl 07842145) Full Text: DOI arXiv
Kim, Hyunjoong; Lawley, Sean D. Cover times of many diffusive or subdiffusive searchers. (English) Zbl 1534.60112 SIAM J. Appl. Math. 84, No. 2, 602-620 (2024). MSC: 60J65 60J60 60G70 PDFBibTeX XMLCite \textit{H. Kim} and \textit{S. D. Lawley}, SIAM J. Appl. Math. 84, No. 2, 602--620 (2024; Zbl 1534.60112) Full Text: DOI arXiv
Arguin, Louis-Pierre; Dubach, Guillaume; Hartung, Lisa Maxima of a random model of the Riemann zeta function over intervals of varying length. (English. French summary) Zbl 07831641 Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 1, 588-611 (2024). Reviewer: Sami Omar (Sukhair) MSC: 11M06 60G70 60J80 PDFBibTeX XMLCite \textit{L.-P. Arguin} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 1, 588--611 (2024; Zbl 07831641) Full Text: DOI arXiv
Biskup, Marek; Gufler, Stephan; Louidor, Oren Near-maxima of the two-dimensional discrete Gaussian free field. (English. French summary) Zbl 1534.60064 Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 1, 281-311 (2024). MSC: 60G70 60G60 60G15 60G57 PDFBibTeX XMLCite \textit{M. Biskup} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 1, 281--311 (2024; Zbl 1534.60064) Full Text: DOI arXiv
Chen, Bohan; Rhee, Chang-Han; Zwart, Bert Sample-path large deviations for a class of heavy-tailed Markov-additive processes. (English) Zbl 1539.60022 Electron. J. Probab. 29, Paper No. 53, 44 p. (2024). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60F10 60G17 60B10 60J05 60G70 PDFBibTeX XMLCite \textit{B. Chen} et al., Electron. J. Probab. 29, Paper No. 53, 44 p. (2024; Zbl 1539.60022) Full Text: DOI arXiv
Lambert, Gaultier; Leblé, Thomas; Zeitouni, Ofer Law of large numbers for the maximum of the two-dimensional Coulomb gas potential. (English) Zbl 1536.82003 Electron. J. Probab. 29, Paper No. 42, 36 p. (2024). MSC: 82B05 60G70 60K35 82D10 44A10 PDFBibTeX XMLCite \textit{G. Lambert} et al., Electron. J. Probab. 29, Paper No. 42, 36 p. (2024; Zbl 1536.82003) Full Text: DOI arXiv
Erdős, László; McKenna, Benjamin Extremal statistics of quadratic forms of GOE/GUE eigenvectors. (English) Zbl 1537.60011 Ann. Appl. Probab. 34, No. 1B, 1623-1662 (2024). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60B20 15B52 60G70 60B15 81Q50 PDFBibTeX XMLCite \textit{L. Erdős} and \textit{B. McKenna}, Ann. Appl. Probab. 34, No. 1B, 1623--1662 (2024; Zbl 1537.60011) Full Text: DOI arXiv
Sönmez, Ercan; Stegehuis, Clara On the distances within cliques in a soft random geometric graph. (English) Zbl 1535.05241 J. Stat. Phys. 191, No. 3, Paper No. 38, 19 p. (2024). MSC: 05C80 05C35 05C69 60G70 05C82 82B21 PDFBibTeX XMLCite \textit{E. Sönmez} and \textit{C. Stegehuis}, J. Stat. Phys. 191, No. 3, Paper No. 38, 19 p. (2024; Zbl 1535.05241) Full Text: DOI arXiv OA License
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew On Berman functions. (English) Zbl 1533.60041 Methodol. Comput. Appl. Probab. 26, No. 1, Paper No. 2, 27 p. (2024). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., Methodol. Comput. Appl. Probab. 26, No. 1, Paper No. 2, 27 p. (2024; Zbl 1533.60041) Full Text: DOI arXiv OA License
Chen, Zao-Li; Samrodnitsky, Gennady A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence. (English) Zbl 07824097 Bernoulli 30, No. 2, 1105-1153 (2024). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60G70 60F05 60G10 60G51 60G52 60G57 PDFBibTeX XMLCite \textit{Z.-L. Chen} and \textit{G. Samrodnitsky}, Bernoulli 30, No. 2, 1105--1153 (2024; Zbl 07824097) Full Text: DOI arXiv Link
Coia, Vincenzo; Joe, Harry; Nolde, Natalia Copula-based conditional tail indices. (English) Zbl 07823265 J. Multivariate Anal. 201, Article ID 105268, 14 p. (2024). MSC: 62H05 60G70 62J02 PDFBibTeX XMLCite \textit{V. Coia} et al., J. Multivariate Anal. 201, Article ID 105268, 14 p. (2024; Zbl 07823265) Full Text: DOI
Amzallag, E.; Arguin, L.-P.; Bailey, E.; Hui, K.; Rao, R. Evidence of random matrix corrections for the large deviations of Selberg’s central limit theorem. (English) Zbl 07815485 Exp. Math. 33, No. 1, 123-135 (2024). MSC: 11M06 11M50 60G70 60B20 PDFBibTeX XMLCite \textit{E. Amzallag} et al., Exp. Math. 33, No. 1, 123--135 (2024; Zbl 07815485) Full Text: DOI arXiv
Sun, Junjie; Tan, Zhongquan The extremes of dependent chi-processes attracted by the Brown-Resnick process. (English) Zbl 07815365 Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 2, 686-701 (2024). MSC: 60G70 60G15 PDFBibTeX XMLCite \textit{J. Sun} and \textit{Z. Tan}, Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 2, 686--701 (2024; Zbl 07815365) Full Text: DOI
Biskup, Marek; Louidor, Oren A limit law for the most favorite point of simple random walk on a regular tree. (English) Zbl 07815240 Ann. Probab. 52, No. 2, 502-544 (2024). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60G70 60G50 05C81 PDFBibTeX XMLCite \textit{M. Biskup} and \textit{O. Louidor}, Ann. Probab. 52, No. 2, 502--544 (2024; Zbl 07815240) Full Text: DOI arXiv Link
Roy, Rishideep A branching random walk in the presence of a hard wall. (English) Zbl 1533.60138 J. Appl. Probab. 61, No. 1, 1-17 (2024). MSC: 60J80 60G15 60G70 PDFBibTeX XMLCite \textit{R. Roy}, J. Appl. Probab. 61, No. 1, 1--17 (2024; Zbl 1533.60138) Full Text: DOI arXiv
Escudero, Luis Alberto; Feldheim, Naomi; Koliander, Günther; Romero, José Luis Efficient computation of the zeros of the Bargmann transform under additive white noise. (English) Zbl 1533.65251 Found. Comput. Math. 24, No. 1, 279-312 (2024). MSC: 65R10 60G15 60G55 60G70 62M30 94A12 PDFBibTeX XMLCite \textit{L. A. Escudero} et al., Found. Comput. Math. 24, No. 1, 279--312 (2024; Zbl 1533.65251) Full Text: DOI arXiv OA License
Correia, Corentin; Freitas, Ana Cristina Moreira; Freitas, Jorge Milhazes Cluster distributions for dynamically defined point processes. (English) Zbl 1537.37015 Physica D 457, Article ID 133968, 17 p. (2024). MSC: 37A50 60G55 60G70 PDFBibTeX XMLCite \textit{C. Correia} et al., Physica D 457, Article ID 133968, 17 p. (2024; Zbl 1537.37015) Full Text: DOI
Akbash, Kateryna; Doronina, Natalia; Matsak, Ivan On extreme values of the queue length in some queuing systems. (English) Zbl 1532.60108 Georgian Math. J. 31, No. 1, 1-16 (2024). MSC: 60G70 60K25 PDFBibTeX XMLCite \textit{K. Akbash} et al., Georgian Math. J. 31, No. 1, 1--16 (2024; Zbl 1532.60108) Full Text: DOI
Wang, Tiandong; Resnick, Sidney Random networks with heterogeneous reciprocity. (English) Zbl 1532.60179 Extremes 27, No. 1, 123-161 (2024). MSC: 60J85 60G70 PDFBibTeX XMLCite \textit{T. Wang} and \textit{S. Resnick}, Extremes 27, No. 1, 123--161 (2024; Zbl 1532.60179) Full Text: DOI arXiv
Ferreira, Helena; Ferreira, Marta; Alexandre, Luís A. A crossinggram for random fields on lattices. (English) Zbl 07786247 Indag. Math., New Ser. 35, No. 1, 131-142 (2024). MSC: 60G70 60G60 62G32 PDFBibTeX XMLCite \textit{H. Ferreira} et al., Indag. Math., New Ser. 35, No. 1, 131--142 (2024; Zbl 07786247) Full Text: DOI arXiv OA License
Dȩbicki, Krzysztof; Jasnovidov, Grigori Extremes of reflecting Gaussian processes on discrete grid. (English) Zbl 07782573 J. Math. Anal. Appl. 532, No. 1, Article ID 127952, 25 p. (2024). MSC: 60G15 60G70 60G10 60F05 60G22 PDFBibTeX XMLCite \textit{K. Dȩbicki} and \textit{G. Jasnovidov}, J. Math. Anal. Appl. 532, No. 1, Article ID 127952, 25 p. (2024; Zbl 07782573) Full Text: DOI arXiv
Allouche, Michaël; Girard, Stéphane; Gobet, Emmanuel Estimation of extreme quantiles from heavy-tailed distributions with neural networks. (English) Zbl 07767214 Stat. Comput. 34, No. 1, Paper No. 12, 17 p. (2024). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60G70 62G32 68T07 PDFBibTeX XMLCite \textit{M. Allouche} et al., Stat. Comput. 34, No. 1, Paper No. 12, 17 p. (2024; Zbl 07767214) Full Text: DOI HAL
Yang, Fan An ergodic theorem for the maximum of branching Brownian motion with absorption. arXiv:2409.02479 Preprint, arXiv:2409.02479 [math.PR] (2024). MSC: 60J80 60G70 BibTeX Cite \textit{F. Yang}, ``An ergodic theorem for the maximum of branching Brownian motion with absorption'', Preprint, arXiv:2409.02479 [math.PR] (2024) Full Text: arXiv OA License
Fels, Maximilian; Hartung, Lisa; Louidor, Oren Gaussian free field on the tree subject to a hard wall I: Bounds. arXiv:2409.00541 Preprint, arXiv:2409.00541 [math.PR] (2024). MSC: 60J80 60G70 60G15 82B41 82B44 BibTeX Cite \textit{M. Fels} et al., ``Gaussian free field on the tree subject to a hard wall I: Bounds'', Preprint, arXiv:2409.00541 [math.PR] (2024) Full Text: arXiv OA License
Fels, Maximilian; Hartung, Lisa; Louidor, Oren Gaussian free field on the tree subject to a hard wall II: Asymptotics. arXiv:2409.00422 Preprint, arXiv:2409.00422 [math.PR] (2024). MSC: 60J80 60G70 60G15 82B41 82B44 BibTeX Cite \textit{M. Fels} et al., ``Gaussian free field on the tree subject to a hard wall II: Asymptotics'', Preprint, arXiv:2409.00422 [math.PR] (2024) Full Text: arXiv OA License
Sterk, Alef E. Max-semistable extreme value laws for autoregressive processes with Cantor-like marginals. arXiv:2408.17058 Preprint, arXiv:2408.17058 [math.PR] (2024). MSC: 60G70 60F99 BibTeX Cite \textit{A. E. Sterk}, ``Max-semistable extreme value laws for autoregressive processes with Cantor-like marginals'', Preprint, arXiv:2408.17058 [math.PR] (2024) Full Text: arXiv OA License
Bovier, Anton; Hartung, Lisa; Hollander, Frank den Self-repellent branching random walk. arXiv:2407.15533 Preprint, arXiv:2407.15533 [math.PR] (2024). MSC: 60J80 60G70 82B44 BibTeX Cite \textit{A. Bovier} et al., ``Self-repellent branching random walk'', Preprint, arXiv:2407.15533 [math.PR] (2024) Full Text: arXiv OA License
Blanchet, Jose; Jorritsma, Joost; Zwart, Bert Optimization under rare events: scaling laws for linear chance-constrained programs. arXiv:2407.11825 Preprint, arXiv:2407.11825 [math.OC] (2024). MSC: 90C15 60F10 60G70 BibTeX Cite \textit{J. Blanchet} et al., ``Optimization under rare events: scaling laws for linear chance-constrained programs'', Preprint, arXiv:2407.11825 [math.OC] (2024) Full Text: arXiv OA License
Aimino, Romain; Freitas, Ana Cristina Moreira; Freitas, Jorge Milhazes; Todd, Mike Multivariate extreme values for dynamical systems. arXiv:2406.14807 Preprint, arXiv:2406.14807 [math.DS] (2024). MSC: 37A50 37A25 37B20 60G70 62H05 BibTeX Cite \textit{R. Aimino} et al., ``Multivariate extreme values for dynamical systems'', Preprint, arXiv:2406.14807 [math.DS] (2024) Full Text: arXiv OA License
Linn, Samantha; Lawley, Sean D Cover times with stochastic resetting. arXiv:2406.12154 Preprint, arXiv:2406.12154 [math.PR] (2024). MSC: 60G07 60G70 60J27 60J60 60J65 BibTeX Cite \textit{S. Linn} and \textit{S. D Lawley}, ``Cover times with stochastic resetting'', Preprint, arXiv:2406.12154 [math.PR] (2024) Full Text: arXiv OA License
Louidor, Oren; Saglietti, Santiago Tightness for the Cover Time of Wired Planar Domains. arXiv:2406.11034 Preprint, arXiv:2406.11034 [math.PR] (2024). MSC: 05C81 60G15 60F99 60J80 60G70 BibTeX Cite \textit{O. Louidor} and \textit{S. Saglietti}, ``Tightness for the Cover Time of Wired Planar Domains'', Preprint, arXiv:2406.11034 [math.PR] (2024) Full Text: arXiv OA License
Hartung, Lisa; Louidor, Oren; Wu, Tianqi On the Growth of the Extremal and Cluster Level Sets in Branching Brownian Motion. arXiv:2405.17634 Preprint, arXiv:2405.17634 [math.PR] (2024). MSC: 60J80 60G70 60G15 BibTeX Cite \textit{L. Hartung} et al., ``On the Growth of the Extremal and Cluster Level Sets in Branching Brownian Motion'', Preprint, arXiv:2405.17634 [math.PR] (2024) Full Text: arXiv OA License
Ghosh, Partha Pratim; Mallein, Bastien Extremal Process of Last Progeny Modified Branching Random Walks. arXiv:2405.11609 Preprint, arXiv:2405.11609 [math.PR] (2024). MSC: 60G55 60G70 60J80 60G42 60G50 BibTeX Cite \textit{P. P. Ghosh} and \textit{B. Mallein}, ``Extremal Process of Last Progeny Modified Branching Random Walks'', Preprint, arXiv:2405.11609 [math.PR] (2024) Full Text: arXiv OA License
Lienau, Matthias Poisson approximation for cycles in the generalised random graph. arXiv:2405.08708 Preprint, arXiv:2405.08708 [math.PR] (2024). MSC: 05C80 60F05 60G70 BibTeX Cite \textit{M. Lienau}, ``Poisson approximation for cycles in the generalised random graph'', Preprint, arXiv:2405.08708 [math.PR] (2024) Full Text: arXiv OA License
Arguin, Louis-Pierre; Hamdan, Jad The Fyodorov-Hiary-Keating Conjecture on Mesoscopic Intervals. arXiv:2405.06474 Preprint, arXiv:2405.06474 [math.NT] (2024). MSC: 60G70 11M06 60F10 60G60 BibTeX Cite \textit{L.-P. Arguin} and \textit{J. Hamdan}, ``The Fyodorov-Hiary-Keating Conjecture on Mesoscopic Intervals'', Preprint, arXiv:2405.06474 [math.NT] (2024) Full Text: arXiv OA License
Alban, Alexander; Bovier, Anton; Gros, Annabell; Hartung, Lisa From 1 to infinity: The log-correction for the maximum of variable-speed branching Brownian motion. arXiv:2405.03580 Preprint, arXiv:2405.03580 [math.PR] (2024). MSC: 60J80 60G70 82B44 BibTeX Cite \textit{A. Alban} et al., ``From 1 to infinity: The log-correction for the maximum of variable-speed branching Brownian motion'', Preprint, arXiv:2405.03580 [math.PR] (2024) Full Text: arXiv OA License
Herrmann, Klaus; Hofert, Marius; Neslehova, Johanna G. Limiting Behavior of Maxima under Dependence. arXiv:2405.02833 Preprint, arXiv:2405.02833 [math.PR] (2024). MSC: 60G70 62H05 BibTeX Cite \textit{K. Herrmann} et al., ``Limiting Behavior of Maxima under Dependence'', Preprint, arXiv:2405.02833 [math.PR] (2024) Full Text: arXiv OA License
Blanchet, Jose; Cai, Wei; Mohanty, Shaswat; Zhang, Zhenyuan On the First Passage Times of Branching Random Walks in \(\mathbb R^d\). arXiv:2404.09064 Preprint, arXiv:2404.09064 [math.PR] (2024). MSC: 60G70 60J80 60J85 60G50 BibTeX Cite \textit{J. Blanchet} et al., ``On the First Passage Times of Branching Random Walks in $\mathbb R^d$'', Preprint, arXiv:2404.09064 [math.PR] (2024) Full Text: arXiv OA License
Chang, Christine Hybrid Statistics of a Random Model of Zeta over Intervals of Varying Length. arXiv:2404.08575 Preprint, arXiv:2404.08575 [math.PR] (2024). MSC: 60G70 11M06 BibTeX Cite \textit{C. Chang}, ``Hybrid Statistics of a Random Model of Zeta over Intervals of Varying Length'', Preprint, arXiv:2404.08575 [math.PR] (2024) Full Text: arXiv OA License
Dörr, Philip Extremes of generalized inversions on permutation groups. arXiv:2404.06598 Preprint, arXiv:2404.06598 [math.CO] (2024). MSC: 60G70 05A16 20F55 BibTeX Cite \textit{P. Dörr}, ``Extremes of generalized inversions on permutation groups'', Preprint, arXiv:2404.06598 [math.CO] (2024) Full Text: arXiv OA License
Gassmann, Loïc Maximum Degree in Random Hyperbolic Graphs. arXiv:2404.06383 Preprint, arXiv:2404.06383 [math.PR] (2024). MSC: 05C80 05C07 60G70 BibTeX Cite \textit{L. Gassmann}, ``Maximum Degree in Random Hyperbolic Graphs'', Preprint, arXiv:2404.06383 [math.PR] (2024) Full Text: arXiv OA License
Ghosh, Partha Pratim; Jahnel, Benedikt; Jhawar, Sanjoy Kumar Large and moderate deviations in Poisson navigations. arXiv:2403.14295 Preprint, arXiv:2403.14295 [math.PR] (2024). MSC: 60D05 60G70 60G55 05C80 BibTeX Cite \textit{P. P. Ghosh} et al., ``Large and moderate deviations in Poisson navigations'', Preprint, arXiv:2403.14295 [math.PR] (2024) Full Text: arXiv OA License
Shashkov, Timofei Ruin Probability Approximation for Bidimensional Brownian Risk Model with Tax. arXiv:2403.02941 Preprint, arXiv:2403.02941 [math.PR] (2024). MSC: 60G15 60G70 BibTeX Cite \textit{T. Shashkov}, ``Ruin Probability Approximation for Bidimensional Brownian Risk Model with Tax'', Preprint, arXiv:2403.02941 [math.PR] (2024) Full Text: arXiv OA License
Cirkovic, Daniel; Wang, Tiandong; Cline, Daren B. H. Emergence of Multivariate Extremes in Multilayer Inhomogeneous Random Graphs. arXiv:2403.02220 Preprint, arXiv:2403.02220 [math.PR] (2024). MSC: 05C80 60G70 05C82 60F05 BibTeX Cite \textit{D. Cirkovic} et al., ``Emergence of Multivariate Extremes in Multilayer Inhomogeneous Random Graphs'', Preprint, arXiv:2403.02220 [math.PR] (2024) Full Text: arXiv OA License
Fill, James Allen; Sun, Ao On the probability of a Pareto record. arXiv:2402.17220 Preprint, arXiv:2402.17220 [math.PR] (2024). MSC: 60G70 60D05 BibTeX Cite \textit{J. A. Fill} and \textit{A. Sun}, ``On the probability of a Pareto record'', Preprint, arXiv:2402.17220 [math.PR] (2024) Full Text: arXiv OA License
Novikov, Svyatoslav M. Sojourns of locally self-similar Gaussian processes. arXiv:2402.03267 Preprint, arXiv:2402.03267 [math.PR] (2024). MSC: 60G15 60G70 BibTeX Cite \textit{S. M. Novikov}, ``Sojourns of locally self-similar Gaussian processes'', Preprint, arXiv:2402.03267 [math.PR] (2024) Full Text: arXiv OA License
Holland, Mark; Todd, Mike On distributional limit laws for recurrence. arXiv:2401.13300 Preprint, arXiv:2401.13300 [math.DS] (2024). MSC: 37A50 37B20 60G55 37E05 60G70 BibTeX Cite \textit{M. Holland} and \textit{M. Todd}, ``On distributional limit laws for recurrence'', Preprint, arXiv:2401.13300 [math.DS] (2024) Full Text: arXiv OA License
Kim, Yujin H.; Zeitouni, Ofer The shape of the front of multidimensional branching Brownian motion. arXiv:2401.12431 Preprint, arXiv:2401.12431 [math.PR] (2024). MSC: 60D05 60G70 60J80 60J60 60G55 BibTeX Cite \textit{Y. H. Kim} and \textit{O. Zeitouni}, ``The shape of the front of multidimensional branching Brownian motion'', Preprint, arXiv:2401.12431 [math.PR] (2024) Full Text: arXiv OA License
Pavel, Ievlev; Nikolai, Kriukov Extremes of vector-valued locally additive Gaussian fields with application to double crossing probabilities. arXiv:2401.05527 Preprint, arXiv:2401.05527 [math.PR] (2024). MSC: 60G15 60G70 BibTeX Cite \textit{I. Pavel} and \textit{K. Nikolai}, ``Extremes of vector-valued locally additive Gaussian fields with application to double crossing probabilities'', Preprint, arXiv:2401.05527 [math.PR] (2024) Full Text: arXiv OA License
Bengtsson, Henrik; Podgorski, Krzysztof The Slepian model based independent interval approximation of persistency and zero-level exceedance distributions. arXiv:2401.01805 Preprint, arXiv:2401.01805 [math.PR] (2024). MSC: 60G10 60G15 60G55 60G70 BibTeX Cite \textit{H. Bengtsson} and \textit{K. Podgorski}, ``The Slepian model based independent interval approximation of persistency and zero-level exceedance distributions'', Preprint, arXiv:2401.01805 [math.PR] (2024) Full Text: arXiv OA License
Gjorgiev, Stevo; Gacovska-Barandovska, Aneta Determining value at risk using extreme value theory on a financial data set. (English) Zbl 07908057 Mat. Bilt. 47, No. 1, 39-48 (2023). MSC: 60G70 62P20 91B70 91G70 PDFBibTeX XMLCite \textit{S. Gjorgiev} and \textit{A. Gacovska-Barandovska}, Mat. Bilt. 47, No. 1, 39--48 (2023; Zbl 07908057) Full Text: DOI
Pons, Flavio; Messori, Gabriele; Faranda, Davide Statistical performance of local attractor dimension estimators in non-axiom a dynamical systems. (English) Zbl 07859786 Chaos 33, No. 7, 073143, 19 p. (2023). MSC: 37M22 62F10 60G70 PDFBibTeX XMLCite \textit{F. Pons} et al., Chaos 33, No. 7, 073143, 19 p. (2023; Zbl 07859786) Full Text: DOI
Lu, Yingyin; Guo, Jinhui Point process of clusters for a stationary Gaussian random field on a lattice. (English) Zbl 1539.60061 Probab. Math. Stat. 43, No. 2, 247-262 (2023). MSC: 60G60 60G70 60G15 PDFBibTeX XMLCite \textit{Y. Lu} and \textit{J. Guo}, Probab. Math. Stat. 43, No. 2, 247--262 (2023; Zbl 1539.60061) Full Text: DOI
Xiong, Qian; Peng, Zuoxiang; Nadarajah, Saralees Uniform convergence rates of skew-normal extremes. (English) Zbl 1539.60063 Probab. Math. Stat. 43, No. 2, 165-184 (2023). MSC: 60G70 60F05 PDFBibTeX XMLCite \textit{Q. Xiong} et al., Probab. Math. Stat. 43, No. 2, 165--184 (2023; Zbl 1539.60063) Full Text: DOI arXiv
Yang, Fan; Zhang, Yi Asymptotics of sum of heavy-tailed risks with copulas. (English) Zbl 1533.91507 Methodol. Comput. Appl. Probab. 25, No. 4, Paper No. 88, 23 p. (2023). MSC: 91G70 60G70 62H05 PDFBibTeX XMLCite \textit{F. Yang} and \textit{Y. Zhang}, Methodol. Comput. Appl. Probab. 25, No. 4, Paper No. 88, 23 p. (2023; Zbl 1533.91507) Full Text: DOI
Croydon, David A.; Fukushima, Ryoki; Junk, Stefan Extremal regime for one-dimensional Mott variable-range hopping. (Régime extrémal pour la marche aléatoire de Mott en dimension un.) (English. French summary) Zbl 1536.60095 Ann. Henri Lebesgue 6, 1169-1211 (2023). Reviewer: Janosch Ortmann (Montréal) MSC: 60K37 60F17 60G70 60J27 82D30 PDFBibTeX XMLCite \textit{D. A. Croydon} et al., Ann. Henri Lebesgue 6, 1169--1211 (2023; Zbl 1536.60095) Full Text: DOI arXiv OA License
Coutin, Laure; Pontier, Monique PDE for the joint law of the pair of a continuous diffusion and its running maximum. (English) Zbl 1534.60104 Adv. Appl. Probab. 55, No. 4, 1171-1210 (2023). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60J60 60G70 60H10 PDFBibTeX XMLCite \textit{L. Coutin} and \textit{M. Pontier}, Adv. Appl. Probab. 55, No. 4, 1171--1210 (2023; Zbl 1534.60104) Full Text: DOI arXiv
Albin, J. M. P.; Sundén, Mattias On the asymptotic behaviour of superexponential Lévy processes. (English) Zbl 1534.60022 ESAIM, Probab. Stat. 27, 810-840 (2023). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60E07 60E10 60G51 60G70 PDFBibTeX XMLCite \textit{J. M. P. Albin} and \textit{M. Sundén}, ESAIM, Probab. Stat. 27, 810--840 (2023; Zbl 1534.60022) Full Text: DOI OA License
Ning, Zi-jun; Tan, Zhong-quan The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences. (English) Zbl 07803424 Appl. Math., Ser. B (Engl. Ed.) 38, No. 4, 545-561 (2023). MSC: 60G70 60F05 60G10 62G30 PDFBibTeX XMLCite \textit{Z.-j. Ning} and \textit{Z.-q. Tan}, Appl. Math., Ser. B (Engl. Ed.) 38, No. 4, 545--561 (2023; Zbl 07803424) Full Text: DOI arXiv
Krystecki, Konrad Cumulative Parisian ruin probability for two-dimensional Brownian risk model. (English) Zbl 1532.60068 Probab. Math. Stat. 43, No. 1, 63-81 (2023). MSC: 60G15 60G70 60G51 91G05 PDFBibTeX XMLCite \textit{K. Krystecki}, Probab. Math. Stat. 43, No. 1, 63--81 (2023; Zbl 1532.60068) Full Text: DOI
Krizmanić, Danijel Joint functional convergence of partial sums and maxima for moving averages with weakly dependent heavy-tailed innovations and random coefficients. (English) Zbl 1537.60036 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1247-1270 (2023). Reviewer: Renming Song (Urbana) MSC: 60F17 60G52 60G70 PDFBibTeX XMLCite \textit{D. Krizmanić}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1247--1270 (2023; Zbl 1537.60036) Full Text: arXiv Link
Yi, Shen Yizao Wang Na Zhang An aggregated model for Karlin stable processes. (English) Zbl 1532.60048 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1187-1210 (2023). MSC: 60F05 60G52 60G70 PDFBibTeX XMLCite \textit{S. Y. W. N. Z. Yi}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1187--1210 (2023; Zbl 1532.60048) Full Text: Link
Dȩbicki, Krzysztof; Peng, Xiaofan Sojourns of stationary Gaussian processes over a random interval. (English) Zbl 1533.60042 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1017-1039 (2023). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dȩbicki} and \textit{X. Peng}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1017--1039 (2023; Zbl 1533.60042) Full Text: arXiv Link
Arguin, Louis-Pierre; Bailey, Emma Large deviation estimates of Selberg’s central limit theorem and applications. (English) Zbl 07795026 Int. Math. Res. Not. 2023, No. 23, 20574-20612 (2023). Reviewer: Sami Omar (Sukhair) MSC: 11M06 11M50 60B20 60F05 60F10 60G70 PDFBibTeX XMLCite \textit{L.-P. Arguin} and \textit{E. Bailey}, Int. Math. Res. Not. 2023, No. 23, 20574--20612 (2023; Zbl 07795026) Full Text: DOI arXiv